I could not agree more. Its just that (a) we need to build continuous contracts of some sort not only for back testing but also for signal generation and (b) CSI UA is the only option many of us have.ecritt wrote: But I believe it's worth pursuing. Just looking for any like-minded people that want to discuss.
I very much like Roger Rine's take on rolling: roll your own as and when your particular criteria is met; don't let the decision be taken by algorithmic software.
I also entirely agree that there is much research to be done on this topic and, as ever, I value your thoughts.
Unfortunately (and disgracefully) I can't find my research on Crude but certainly I am prompted by your thoughts to re-visit the matter again.
In the meantime I continue to make good money. The question is whether I can make "better" money with a bit more effort along the lines you suggest.